+2.7%
FSLY vs EXPD
+28.8%
-26.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.4% |
| 7D | -10.6% | -1.1% | -9.5% | -9.5% |
| 30D | -20.9% | +4.1% | -25.0% | -23.6% |
| 3M | +3.4% | +17.9% | -14.5% | -12.5% |
| 6M | +2.7% | +29.2% | -26.5% | -23.9% |
| All | +2.7% | +28.8% | -26.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling